I just did a quick test on a test site I have running just ACF, Classic Editor and The Events Calendar on Twenty Seventeen. I tested all options. No post types selected for the field, multiple post types including events and only events. It worked in all cases.
It looks like you have some type of a conflict somewhere. Could be in another plugin or in the theme.
The only ACF specific things that I can think of would be a filter on acf/get_post_types or possibly acf/fields/relationship/query
Welcome to the Advanced Custom Fields community forum.
Browse through ideas, snippets of code, questions and answers between fellow ACF users